-1.5%
COF vs PTEN
+135.2%
-136.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.5% |
| 7D | +1.8% | +0.7% | +1.1% | +1.9% |
| 30D | -0.6% | +31.2% | -31.8% | +1.8% |
| 3M | +20.3% | +2.0% | +18.3% | +22.4% |
| 6M | +13.0% | +42.4% | -29.4% | +11.2% |
| YTD | -8.3% | +109.2% | -117.5% | -15.2% |
| 1Y | -1.5% | +122.3% | -123.8% | -11.4% |
| All | -1.5% | +135.2% | -136.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling